Sharp inequality for randomly stopped sums of independent non-negative random variables

DOI10.1016/0304-4149(94)90019-1zbMath0810.60039OpenAlexW2077292253MaRDI QIDQ1332317

Pawel Hitczenko

Publication date: 10 October 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90019-1

zbMATH Keywords

stopping timemoment inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms

Cites Work

• Unnamed Item
• A best possible improvement of Wald's equation
• A note on second moment of a randomly stopped sum of independent variables
• On a domination of sums of random variables by sums of conditionally independent ones
• Stopped Random Walks

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